fastM (Q28031)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Fast Computation of Multivariate M-Estimators
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | fastM |
Fast Computation of Multivariate M-Estimators |
Statements
expanded from: GPL (≥ 2) (English)
0 references
27 March 2025
0 references
Heike Schuhmacher
0 references
Implements the new algorithm for fast computation of M-scatter matrices using a partial Newton-Raphson procedure for several estimators. The algorithm is described in Duembgen, Nordhausen and Schuhmacher (2016) <doi:10.1016/j.jmva.2015.11.009>.
0 references
Identifiers
23 January 2021
0 references
